Price comovement and market segmentation of Chinese A- and H-shares : evidence from a panel latent-factor model
Year of publication: |
2023
|
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Authors: | Dong, Yingjie ; Huang, Wenxin ; Tse, Yiu Kuen |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 131.2023, p. 1-19
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Subject: | Common latent factors | Cross-listing | Cup-Lasso method | Market segmentation | Panel model | Marktsegmentierung | China | Panel | Panel study | Aktienmarkt | Stock market | Zweitlisting | Dual listing | Volatilität | Volatility |
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